Norminv in Matlab 2012
4 views (last 30 days)
Show older comments
Hi,
Is there an equivalent of norminv for Matlab 2012? It doesn't seem to work in this version. I just need the inverse of the "basic" normal distribution (parameters 0 and 1).
Thanks!
EDIT: the statistical toolbox (and not Matlab 2012) seems to be responsible for this. The question still holds though, is there such a function outside this toolbox?
0 Comments
Accepted Answer
Roger Stafford
on 2 Oct 2013
You can use matlab's 'erfinv' function to calculate the equivalent of 'norminv' according to the formula:
norminv(p) = sqrt(2)*erfinv(2*p-1)
2 Comments
Joseph Schmidt
on 30 Jun 2016
How would you readjust this for a stan. dev. other than 1? Say a stan. dev. of .5 units.
Torsten
on 1 Jul 2016
f(p) = mu + sqrt(2)*sigma*erfinv(2*p-1)
is the inverse CDF of the general normal distribution N(mu,sigma^2).
Best wishes
Torsten.
More Answers (1)
See Also
Categories
Find more on Hypothesis Tests in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!